Constrained MMSE estimator for distribution mismatch compensation

Dror Lederman; Joseph Tabrikian

Constrained MMSE estimator for distribution mismatch compensation

Dror Lederman, Joseph Tabrikian

Department of Electrical & Computer Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

4 Scopus citations

Abstract

This paper addresses the problem of Bayesian estimation in the presence of signal distribution mismatch. A new estimator is derived based on the minimum mean-square error (MMSE) criterion with constraints on the first and second order statistics of the parameters of interest. The resulting constrained MMSE (CMMSE) estimator is found to be robust to signal distribution mismatch, since it incorporates statistical information on the parameters of interest. The performance of the CMMSE estimator under different mismatch conditions is studied via simulations using several examples. It is shown that the CMMSE estimator outperforms the MMSE in the presence of signal distribution mismatch. With no distribution mismatch, the CMMSE performance is slightly lower than the MMSE.

Original language	English
Title of host publication	2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006
Pages	439-443
Number of pages	5
State	Published - 1 Dec 2006
Event	4th IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006 - Waltham, MA, United States Duration: 12 Jul 2006 → 14 Jul 2006

Publication series

Name	2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006

Conference

Conference	4th IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006
Country/Territory	United States
City	Waltham, MA
Period	12/07/06 → 14/07/06

ASJC Scopus subject areas

Signal Processing
Control and Systems Engineering
Electrical and Electronic Engineering

Cite this

@inproceedings{8afc7514cb9e4c17aa4e250c8a5d41b5,

title = "Constrained MMSE estimator for distribution mismatch compensation",

abstract = "This paper addresses the problem of Bayesian estimation in the presence of signal distribution mismatch. A new estimator is derived based on the minimum mean-square error (MMSE) criterion with constraints on the first and second order statistics of the parameters of interest. The resulting constrained MMSE (CMMSE) estimator is found to be robust to signal distribution mismatch, since it incorporates statistical information on the parameters of interest. The performance of the CMMSE estimator under different mismatch conditions is studied via simulations using several examples. It is shown that the CMMSE estimator outperforms the MMSE in the presence of signal distribution mismatch. With no distribution mismatch, the CMMSE performance is slightly lower than the MMSE.",

author = "Dror Lederman and Joseph Tabrikian",

year = "2006",

month = dec,

day = "1",

language = "English",

isbn = "1424403081",

series = "2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006",

pages = "439--443",

booktitle = "2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006",

note = "4th IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006 ; Conference date: 12-07-2006 Through 14-07-2006",

}

Lederman, D & Tabrikian, J 2006, Constrained MMSE estimator for distribution mismatch compensation. in 2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006. 2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006, pp. 439-443, 4th IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006, Waltham, MA, United States, 12/07/06.

Constrained MMSE estimator for distribution mismatch compensation. / Lederman, Dror; Tabrikian, Joseph.
2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006. 2006. p. 439-443 (2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Constrained MMSE estimator for distribution mismatch compensation

AU - Lederman, Dror

AU - Tabrikian, Joseph

PY - 2006/12/1

Y1 - 2006/12/1

N2 - This paper addresses the problem of Bayesian estimation in the presence of signal distribution mismatch. A new estimator is derived based on the minimum mean-square error (MMSE) criterion with constraints on the first and second order statistics of the parameters of interest. The resulting constrained MMSE (CMMSE) estimator is found to be robust to signal distribution mismatch, since it incorporates statistical information on the parameters of interest. The performance of the CMMSE estimator under different mismatch conditions is studied via simulations using several examples. It is shown that the CMMSE estimator outperforms the MMSE in the presence of signal distribution mismatch. With no distribution mismatch, the CMMSE performance is slightly lower than the MMSE.

AB - This paper addresses the problem of Bayesian estimation in the presence of signal distribution mismatch. A new estimator is derived based on the minimum mean-square error (MMSE) criterion with constraints on the first and second order statistics of the parameters of interest. The resulting constrained MMSE (CMMSE) estimator is found to be robust to signal distribution mismatch, since it incorporates statistical information on the parameters of interest. The performance of the CMMSE estimator under different mismatch conditions is studied via simulations using several examples. It is shown that the CMMSE estimator outperforms the MMSE in the presence of signal distribution mismatch. With no distribution mismatch, the CMMSE performance is slightly lower than the MMSE.

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M3 - Conference contribution

AN - SCOPUS:34250667430

SN - 1424403081

SN - 9781424403080

T3 - 2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006

SP - 439

EP - 443

BT - 2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006

T2 - 4th IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006

Y2 - 12 July 2006 through 14 July 2006

ER -

Constrained MMSE estimator for distribution mismatch compensation

Abstract

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Conference

ASJC Scopus subject areas

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